Sayyiduna Safwan bin Umayyah (may Allah be pleased with him) narrates about himself: I was sleeping in the mosque when my sheet was pulled out from under me. I caught (the thief) and brought him to the Messenger of Allah (peace and blessings be upon him). He (peace and blessings be upon him) ordered that his hand be cut off. I said: "O Messenger of Allah, I have given it (the sheet) to him." He (peace and blessings be upon him) said: "Why did you not do this before bringing him to me?"
Hadith Referenceالمعجم الكبير للطبراني / باب الصاد / 7307